Anic Equity¶

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Total return since start: 0.704 %¶

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Equity now: -----------------------------> 52049.26 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47926.59 Kr¶

PnL: ---------------------------------------> -1005.41 Kr¶

DD now: ---------------------------------> -2.016 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:36:50.361626'

Anic Portfolio¶

Today¶

Return: -0.049 %¶

This Week¶

Return: -0.51 %¶

Total portfolio value¶

Return including deposits: 70.396 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Biotage 4 0.640000 628.000000 25.000000 4.150000 603.000000
Vitrolife 3 1.130000 700.200000 23.200000 3.430000 677.000001
Volati 5 4.190000 597.000000 23.000000 4.010000 574.000000
SynAct Pharma 9 0.820000 663.300000 18.300000 2.840000 645.000003
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
BHG Group 49 -0.520000 653.660000 14.660000 2.290000 638.999984
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Svolder B 35 -0.320000 2185.750000 6.750000 0.310000 2179.000005
NCC B 7 0.320000 658.700000 4.700000 0.720000 653.999997
Fortnox 10 -0.770000 671.200000 3.200000 0.480000 668.000000
Latour B 2 -0.270000 450.800000 1.800000 0.400000 449.000000
Embracer Group B 26 -1.720000 663.000000 1.000000 0.150000 661.999988
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Addnode Group B 6 -1.180000 751.200000 -0.800000 -0.110000 751.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
Humana 40 1.090000 669.600000 -4.400000 -0.650000 674.000000
Nolato B 12 -1.390000 638.400000 -9.600000 -1.480000 648.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.320000 646.650000 -11.350000 -1.720000 657.999999
Sdiptech B 3 -1.670000 810.600000 -11.400000 -1.390000 822.000000
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Lime Technologies 2 -1.200000 576.000000 -17.000000 -2.870000 593.000000
BONESUPPORT HOLDING 10 -1.400000 1193.000000 -31.000000 -2.530000 1224.000000
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Gaming Innovation Group 161 -0.390000 4129.650000 -58.350000 -1.390000 4187.999942
Creades A 7 0.320000 550.550000 -60.450000 -9.890000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.420000 3451.200000 -93.800000 -2.650000 3545.000000
Wästbygg Gruppen B 80 1.490000 2728.000000 -143.000000 -4.980000 2871.000000
New Wave B 40 0.160000 3766.000000 -150.000000 -3.830000 3916.000000
Sedana Medical 135 0.780000 4166.100000 -164.900000 -3.810000 4330.999935
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47923.890000 -1008.110000 -2.02171% 48931.999868

Updated:¶

'2023-06-14 09:36:31.669407'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶